I adore my IUD! I chose copper, simply because I don't do well with artificial hormones.

I had it inserted almost three years ago and I couldn't be happier with my decision.

Insertion was hell, but I've never had kids so that made it more painful, and it was over quickly (I'd do it again in a heartbeat). I love that I don't have to think about my birth control, nor do I have to try and remember to take a pill every day.

If you'd like to read/learn more about IUDs, I'd recommend checking out IUD_divas on livejournal, there are lots of great stories (good and bad) to help you make your choice!

Keep in mind that many of the horror stories are from the old style of IUD and things are much safer now. The more experienced your gyn, the less likely you are to have issues.

I've had both a Mirena IUD and an Implanon arm implant. Neither worked for me personally.
Keep in mind that I'm 19, not sexually active and have never had kids, so my experience is probably totally different to most people's.
I had the Mirena inserted while I was under general anaesthetic (I was having a laparoscopy for excision of endometriosis and they decided to put in the Mirena while I was unconscious). An ultrasound a week later showed that it was probably inserted slightly wonky, and it was AGONIZING. I had it taken out about two weeks after it was put in! That was excruciating. I wasn't given any painkillers/anaesthetic and it was REALLY. PAINFUL. (I'm going to be such a wuss about giving birth, I can already tell )
I had the Implanon arm implant put in by my GP. It doesn't hurt going in, because they numb your arm (the local anaesthetic stings a bit though). Afterwards, however, I had soo much bruising on my arm, which hurt. It only lasted about a week though. (Side note here: I was put on all these contraceptives to try to control my super painful periods & endometriosis). The problem was, it didn't regulate my periods AT ALL. I was getting my period like every two weeks (sorry for TMI!) and it also made me really 'down' and moody. I got it taken out in January.
I'm now back on the continuous BCP and it's going okay.

Sorry, that wasn't very helpful at all. I just thought it might be useful to have a couple of first-hand stories!
Best of luck.

I'm also considering the IUD. A few of my friends have it. They mentioned the pain of having it inserted. Apparently, some doctors numb you, but you have to be sure to ask for it first. The ones who didn't ask ended up with cramping and diarrhea for days. From what I gather, it's really important to go to the follow up appointment after having it inserted to make sure the placement is correct.

Also, the IUD doesn't help prevent ovarian cysts like the pill does. I'm not sure if that's an issue for you like it was for me.

I would highly recommend the Paragard (copper) IUD. They are much, much safer than they used to be, and are actually the most effective single form of birth control, based on what my GYN told me. It also avoids worries about short and long-term effects of hormones on your body. I had mine for almost 5 years (they last 10). Insertion was a bit painful, like a really bad period cramp, but removal was a breeze. I paid a $20 copay for the insertion and a $20 copay for the removal, so it is also generally very cost-effective.

FWIW I did not have a cervical block for my insertion, just some Advil. The insertion was basically two sharp cramps and then some mild cramping for a couple days after, but nothing a little Advil didn't take care of.